+425.7%
META vs FTNT
+1,879.8%
-1,454.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.1% | +4.1% |
| 7D | +5.7% | -3.0% | +8.7% | +6.8% |
| 30D | -10.8% | -37.1% | +26.4% | +3.5% |
| 3M | +8.4% | -23.3% | +31.7% | +16.2% |
| 6M | +5.4% | +7.4% | -2.0% | -1.0% |
| YTD | -2.6% | +54.2% | -56.8% | -21.4% |
| 1Y | +3.5% | +49.7% | -46.2% | -15.6% |
| 3Y | +102.0% | +146.6% | -44.6% | +29.1% |
| 5Y | +93.1% | +75.4% | +17.6% | +32.2% |
| 10Y | +425.7% | +1,828.7% | -1,403.0% | +50.9% |
| All | +425.7% | +1,879.8% | -1,454.1% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FTNT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling